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Perturbation Functions and Dual Problems

In: Conjugate Duality in Convex Optimization

Author

Listed:
  • Radu Ioan Boţ

    (Chemnitz University of Technology)

Abstract

The starting point of our investigations is a general approach for constructing a dual optimization problem to a primal one based on the theory of conjugate functions. Consider X a separated locally convex space and $$F : X \rightarrow \overline{\mathbb{R}} = \mathbb{R} \cup \{\pm \infty \}$$ a given function. We assume that F is proper, namely that F(x)>−∞ for all x∈X and its domain $${\rm dom}F =\{ x \in X : F(x)

Suggested Citation

  • Radu Ioan Boţ, 2010. "Perturbation Functions and Dual Problems," Lecture Notes in Economics and Mathematical Systems, in: Conjugate Duality in Convex Optimization, chapter 0, pages 9-33, Springer.
    • Handle: RePEc:spr:lnechp:978-3-642-04900-2_2
    DOI: 10.1007/978-3-642-04900-2_2
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